+22.6%
OWL vs OUST
-69.6%
+92.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.0% | +1.9% | -5.9% |
| 7D | -5.0% | -5.0% | 0.0% | -4.5% |
| 30D | +9.0% | -32.0% | +41.1% | +14.4% |
| 3M | -12.7% | -32.4% | +19.6% | -9.0% |
| 6M | -4.0% | +6.7% | -10.7% | -9.8% |
| YTD | -29.6% | +41.0% | -70.6% | -37.2% |
| 1Y | -31.9% | +18.0% | -49.9% | -38.0% |
| 3Y | -13.1% | +560.6% | -573.7% | -45.6% |
| 5Y | -27.0% | -55.1% | +28.1% | -39.5% |
| All | +22.6% | -69.6% | +92.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling